Access Statistics for Zhipeng Liao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 0 6 15 124
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 1 4 6 86
Automated Estimation of Vector Error Correction Models 0 0 1 292 0 5 11 265
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 0 72 0 3 7 170
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 0 7 2 4 9 72
Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications 0 1 1 112 0 9 14 199
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 45 1 8 15 126
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 0 28 1 9 15 122
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 0 2 11 129
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 0 15 1 4 11 70
Sieve inference on semi-nonparametric time series models 0 0 0 13 1 7 11 65
Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version 0 0 0 12 2 9 10 65
Total Working Papers 0 1 2 714 9 70 135 1,493


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION 1 1 1 20 2 9 12 93
AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS 0 0 0 21 1 4 7 103
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 12 3 10 16 139
Select the valid and relevant moments: An information-based LASSO for GMM with many moments 1 1 2 59 1 15 26 245
Sieve M inference on irregular parameters 0 1 1 15 0 7 14 127
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 2 6 11 166
Sieve semiparametric two-step GMM under weak dependence 0 1 2 24 3 9 18 145
Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command 0 0 0 3 0 6 10 19
Total Journal Articles 2 4 6 190 12 66 114 1,037


Statistics updated 2026-04-09